I agree roswell1329

First setup your own home LAN, Try all good / bad security pracices you want to do, do with your own home LAN setup. Don't try to practice in someother's network or system setup.

It is not a matter, u want to become M$ security professional or *nix security professional ... familiarise with both OS.

I am using VMWare Workstation 3.1 for my home LAN setup with 2 intel boxes.
First box with Windows 2000 server as main OS, Windows 2000 Pro as guest OS, RedHat Linux 7.0 as dual boos OS.
Second box with RedHat 7.0 as main OS, Windows 98 SE as guest OS.
This setup simulates multi OS network infrastructure with 2 systems.

For tutorials and all other goodies related to security, i prefer http://www.antionline.com